LLY 期权链 Eli Lilly and Company

到期日 Cboe delayed options data · 截至 03:36 UTC

每行对应一个行权价。左半部分为call，右半部分为put。买价/卖价为买卖双方当前报价；成交量为本交易日已成交合约数；未平仓量为持仓合约数。高亮行最接近当前股价。

本到期日定价的波动幅度约为 ±30.0% (813.90–1,510.10) · ATM IV 37.2% · P/C 未平仓量 0.79

看涨期权								行权价	认沽期权
买价	提问	成交量	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		买价	提问	成交量	OI	IV	Δ	Γ	Θ
582.00	602.00			42.5%	0.97	0.0001	0.000	600	6.55	9.80		78	43.0%	-0.04	0.0001	-0.051
564.00	584.00		1	42.9%	0.96	0.0002	0.000	620	4.15	15.35		50	42.9%	-0.04	0.0002	-0.056
548.00	566.00		2	42.1%	0.96	0.0002	0.000	640	2.00	16.55		5	40.7%	-0.05	0.0002	-0.061
530.00	548.00			42.1%	0.95	0.0002	-0.004	660	4.00	18.05		7	40.6%	-0.05	0.0002	-0.067
512.00	530.05			41.2%	0.94	0.0002	-0.012	680	4.05	19.60		26	39.5%	-0.06	0.0002	-0.073
496.00	514.00		14	41.6%	0.94	0.0003	-0.020	700	6.00	26.00		121	40.8%	-0.07	0.0003	-0.079
478.00	497.55		1	41.0%	0.93	0.0003	-0.029	720	10.00	28.00		23	41.0%	-0.07	0.0003	-0.086
462.00	480.00		1	40.6%	0.92	0.0003	-0.037	740	12.00	26.40		16	39.4%	-0.08	0.0003	-0.093
446.00	464.00		2	40.5%	0.91	0.0003	-0.046	760	14.00	33.40		44	40.1%	-0.09	0.0004	-0.100
430.00	445.85		8	39.7%	0.90	0.0004	-0.055	780	25.00	29.40		22	40.1%	-0.10	0.0004	-0.107
414.00	430.50		11	39.5%	0.89	0.0004	-0.064	800	25.15	39.10	1	25	40.5%	-0.11	0.0004	-0.114
400.00	416.00		9	39.9%	0.88	0.0004	-0.073	820	31.85	37.30	15	89	39.8%	-0.12	0.0004	-0.121
384.00	400.85		4	39.5%	0.87	0.0005	-0.083	840	34.70	39.95		22	39.1%	-0.14	0.0005	-0.129
368.00	386.00		4	39.1%	0.86	0.0005	-0.092	860	38.60	51.90		84	40.2%	-0.15	0.0005	-0.136
354.00	369.15		15	38.6%	0.85	0.0005	-0.101	880	40.80	54.65		18	39.2%	-0.16	0.0006	-0.144
340.00	355.00		11	38.5%	0.83	0.0006	-0.110	900	44.55	54.55	2	132	38.0%	-0.18	0.0006	-0.151
326.00	344.00		13	38.8%	0.82	0.0006	-0.118	920	51.65	66.00		21	39.1%	-0.19	0.0006	-0.158
312.70	329.95		23	38.5%	0.80	0.0006	-0.127	940	52.00	72.00		53	38.1%	-0.21	0.0006	-0.165
302.00	315.90		12	38.6%	0.79	0.0006	-0.135	960	63.15	77.55		68	38.7%	-0.22	0.0007	-0.172
286.00	303.35		68	38.1%	0.77	0.0007	-0.143	980	66.00	84.00	8	34	38.0%	-0.24	0.0007	-0.178
276.55	289.60		63	38.2%	0.76	0.0007	-0.151	1,000	78.20	84.45	3	134	37.7%	-0.25	0.0008	-0.184
262.00	280.00		111	38.0%	0.74	0.0007	-0.158	1,020	83.65	95.55	19	47	37.9%	-0.27	0.0008	-0.190
250.00	265.25		69	37.5%	0.73	0.0008	-0.165	1,040	89.05	101.40	4	55	37.3%	-0.29	0.0008	-0.196
242.00	252.10	2	6	37.6%	0.71	0.0008	-0.171	1,060	98.20	108.70		133	37.2%	-0.31	0.0008	-0.201
228.00	241.75		72	37.2%	0.69	0.0008	-0.177	1,080	105.25	120.50	7	11	37.4%	-0.32	0.0009	-0.205
218.00	236.00	4	31	37.7%	0.67	0.0008	-0.182	1,100	113.25	126.90		18	36.9%	-0.34	0.0009	-0.210
210.70	222.20		31	37.6%	0.66	0.0008	-0.188	1,120	124.60	136.00		13	37.0%	-0.36	0.0009	-0.214
200.20	212.20		38	37.4%	0.64	0.0009	-0.192	1,140	132.00	147.35	2	54	36.9%	-0.38	0.0009	-0.217
195.00	199.20	7	36	37.4%	0.62	0.0009	-0.196	1,160	142.00	160.00	4	42	37.1%	-0.40	0.0010	-0.220
182.55	194.15		36	37.4%	0.61	0.0009	-0.200	1,180	154.50	165.30	136	29	36.7%	-0.42	0.0010	-0.223
170.00	184.55	5	80	36.8%	0.59	0.0009	-0.203	1,200	168.90	175.85	23	55	37.0%	-0.44	0.0010	-0.225
166.00	176.10		37	37.2%	0.57	0.0009	-0.205	1,220	176.65	191.60		24	37.0%	-0.46	0.0010	-0.227
158.50	171.60		50	37.6%	0.55	0.0009	-0.208	1,240	186.00	204.00	2	35	36.8%	-0.48	0.0010	-0.228
151.10	157.30	1	37	36.9%	0.54	0.0009	-0.210	1,260	198.00	213.45		39	36.5%	-0.49	0.0010	-0.229
144.35	150.10		46	37.0%	0.52	0.0009	-0.211	1,280	212.00	225.15		13	36.6%	-0.51	0.0010	-0.230
135.50	143.10	13	171	36.7%	0.50	0.0009	-0.212	1,300	226.00	239.30		21	36.8%	-0.53	0.0010	-0.230
131.30	136.90		46	37.0%	0.49	0.0009	-0.213	1,320	238.00	251.50		16	36.6%	-0.55	0.0010	-0.230
119.40	135.05		37	36.9%	0.47	0.0009	-0.213	1,340	250.00	268.00		3	36.8%	-0.57	0.0010	-0.229
120.00	127.10		27	37.4%	0.46	0.0009	-0.213	1,360	264.00	282.00		12	36.8%	-0.59	0.0010	-0.229
106.00	123.70		48	36.5%	0.44	0.0009	-0.212	1,380	278.00	296.00		2	36.7%	-0.60	0.0010	-0.228
106.35	113.60		47	37.0%	0.43	0.0009	-0.212	1,400	294.00	312.00		3	37.1%	-0.62	0.0010	-0.226
97.65	108.55		40	36.6%	0.41	0.0009	-0.211	1,420	308.00	326.00		1	36.9%	-0.64	0.0010	-0.225
92.95	106.65		28	37.0%	0.40	0.0009	-0.209	1,440	324.00	340.00		10	36.9%	-0.65	0.0010	-0.223
91.15	99.30		38	37.1%	0.38	0.0009	-0.208	1,460	340.00	354.00		3	36.9%	-0.67	0.0010	-0.221
82.65	94.80	1	90	36.6%	0.37	0.0009	-0.206	1,480	355.30	370.00			36.9%	-0.69	0.0010	-0.219
78.00	89.00		93	36.4%	0.36	0.0008	-0.204	1,500	371.10	386.00		39	36.9%	-0.70	0.0010	-0.217
81.00	92.00		117	38.1%	0.35	0.0008	-0.202	1,520	386.00	404.00		2	37.0%	-0.72	0.0010	-0.215
75.65	87.40		27	37.9%	0.33	0.0008	-0.200	1,540	404.00	420.00		1	37.2%	-0.73	0.0010	-0.212
66.05	79.95		23	36.5%	0.32	0.0008	-0.198	1,560	420.00	438.00		3	37.3%	-0.75	0.0010	-0.210
66.90	77.55		32	37.5%	0.31	0.0008	-0.195	1,580	436.00	454.00		2	37.1%	-0.76	0.0010	-0.208
60.00	78.00	4	182	37.5%	0.30	0.0008	-0.192	1,600	454.00	472.00		1	37.4%	-0.78	0.0010	-0.205
63.40	69.80	9	40	37.8%	0.29	0.0008	-0.190	1,620	472.00	488.00		4	37.3%	-0.79	0.0010	-0.203
54.00	67.15	2	76	37.1%	0.28	0.0008	-0.187	1,640	488.00	504.00		1	36.9%	-0.81	0.0010	-0.201
55.70	69.55		173	38.4%	0.27	0.0007	-0.184	1,660	506.00	522.65		1	37.1%	-0.82	0.0010	-0.198
48.00	67.20		11	37.8%	0.26	0.0007	-0.181	1,680	524.00	540.50		1	37.1%	-0.83	0.0010	-0.197
47.05	64.00		11	38.0%	0.25	0.0007	-0.178	1,700	542.00	560.00		10	37.5%	-0.85	0.0010	-0.195
45.95	62.00			38.3%	0.24	0.0007	-0.175	1,720	560.00	578.00		1	37.8%	-0.86	0.0010	-0.190
45.90	57.95		32	38.5%	0.23	0.0007	-0.172	1,740	580.00	596.00		4	37.7%	-0.87	0.0010	-0.184

显示的行权价：标的价格 ±50% 范围内。内在价值 = max(0, 价格 − 行权价)（call）或 max(0, 行权价 − 价格)（put）；时间价值 = 期权价格 − 内在价值。希腊字母及隐含波动率来自交易所数据源的计算结果。

波动率微笑 — Sep 17, 2027

波动率页面 →

本到期日各行权价的隐含波动率。价外put通常定价高于call——即偏斜现象。

看涨期权看跌期权

LLY 期权链 Eli Lilly and Company

波动率微笑 — Sep 17, 2027

非必需消费品

ETF

科技

金融服务

工业

能源